SFBPX vs. SICIX

Last updated Aug 1, 2026

SFBPX (Great-West SecureFoundation Balanced ETF Fund) and SICIX (SEI Asset Allocation Trust Conservative Strategy Fund) are both Diversified Portfolio funds. Over the past 10 years, SFBPX returned 7.28%/yr vs 3.38%/yr for SICIX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SFBPX charges 0.23%/yr vs 0.51%/yr for SICIX.

Performance

SFBPX vs. SICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West SecureFoundation Balanced ETF Fund (SFBPX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFBPX achieves a 7.46% return, which is significantly higher than SICIX's 3.12% return. Over the past 10 years, SFBPX has outperformed SICIX with an annualized return of 7.28%, while SICIX has yielded a comparatively lower 3.38% annualized return.

SFBPX

• 1D: 1.06%
• 1M: -0.80%
• 6M: 5.00%
• YTD: 7.46%
• 1Y: 15.06%
• 3Y*: 11.35%
• 5Y*: 5.82%
• 10Y*: 7.28%
• ALL TIME*: 6.87%

SICIX

• 1D: -0.09%
• 1M: 0.56%
• 6M: 1.92%
• YTD: 3.12%
• 1Y: 6.57%
• 3Y*: 6.28%
• 5Y*: 3.16%
• 10Y*: 3.38%
• ALL TIME*: 3.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SFBPX Great-West SecureFoundation Balanced ETF Fund	$0.00	$0.00	$0.00
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	$0.00	$0.00	$0.00

SFBPX vs. SICIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFBPX Great-West SecureFoundation Balanced ETF Fund	7.46%	14.49%	8.93%	13.80%	-23.41%	22.72%	13.37%	18.83%	-6.02%	13.08%
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	3.12%	8.12%	5.52%	5.29%	-6.23%	4.13%	2.62%	9.36%	-2.07%	5.13%

Correlation

The correlation between SFBPX and SICIX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.74
Correlation (10Y) Provides a long-term view across more market conditions.	0.76
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.78

The correlation between SFBPX and SICIX has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

Return for Risk

SFBPX vs. SICIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SFBPX

SFBPX Risk / Return Rank: 66
SFBPX Sharpe Ratio Rank: 63
SFBPX Sortino Ratio Rank: 62
SFBPX Omega Ratio Rank: 62
SFBPX Calmar Ratio Rank: 68
SFBPX Martin Ratio Rank: 75

SICIX

SICIX Risk / Return Rank: 85
SICIX Sharpe Ratio Rank: 92
SICIX Sortino Ratio Rank: 90
SICIX Omega Ratio Rank: 87
SICIX Calmar Ratio Rank: 76
SICIX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SFBPX vs. SICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced ETF Fund (SFBPX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SFBPX	SICIX	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.34	-0.75
Sortino ratio: Return per unit of downside risk	2.29	3.42	-1.12
Omega ratio: Gain probability vs. loss probability	1.30	1.45	-0.15
Calmar ratio: Return relative to maximum drawdown	2.32	2.47	-0.15
Martin ratio: Return relative to average drawdown	9.55	9.40	+0.15

SFBPX vs. SICIX - Sharpe Ratio Comparison

The current SFBPX Sharpe Ratio is 1.59, which is lower than the SICIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of SFBPX and SICIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SFBPX vs. SICIX - Drawdown Comparison

The maximum SFBPX drawdown since its inception was -49.54%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for SFBPX and SICIX.

Drawdown Indicators

	SFBPX	SICIX	Difference
Max Drawdown Largest peak-to-trough decline	-49.54%	-27.62%	-21.92%
Max Drawdown (1Y) Largest decline over 1 year	-6.38%	-2.65%	-3.73%
Max Drawdown (3Y) Largest decline over 3 years	-10.69%	-2.74%	-7.95%
Max Drawdown (5Y) Largest decline over 5 years	-28.50%	-10.94%	-17.56%
Max Drawdown (10Y) Largest decline over 10 years	-49.54%	-11.61%	-37.93%
Current Drawdown Current decline from peak	-1.35%	-0.09%	-1.26%
Average Drawdown Average peak-to-trough decline	-18.10%	-3.55%	-14.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	0.69%	+0.85%

Volatility

SFBPX vs. SICIX - Volatility Comparison

Great-West SecureFoundation Balanced ETF Fund (SFBPX) has a higher volatility of 2.49% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 0.68%. This indicates that SFBPX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFBPX	SICIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.49%	0.68%	+1.81%
Volatility (6M) Calculated over the trailing 6-month period	7.70%	2.18%	+5.52%
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	2.81%	+6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.13%	3.89%	+9.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.20%	3.90%	+39.30%

SFBPX vs. SICIX - Expense Ratio Comparison

SFBPX has a 0.23% expense ratio, which is lower than SICIX's 0.51% expense ratio.

Dividends

SFBPX vs. SICIX - Dividend Comparison

SFBPX's dividend yield for the trailing twelve months is around 8.43%, more than SICIX's 2.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFBPX Great-West SecureFoundation Balanced ETF Fund	8.43%	9.06%	8.51%	5.49%	8.61%	11.50%	12.95%	9.17%	9.07%	5.26%	0.00%	0.00%
SICIX SEI Asset Allocation Trust Conservative Strategy Fund	2.89%	2.87%	3.67%	2.80%	4.69%	3.46%	1.84%	2.91%	1.80%	1.81%	1.64%	1.97%

Frequently Asked Questions

Can I hold both SFBPX and SICIX in my portfolio?

SFBPX and SICIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFBPX or SICIX?

SFBPX has higher volatility (2.49%) compared to SICIX (0.68%). In terms of maximum drawdown, SFBPX dropped -49.54% vs SICIX's -27.62%.

Which has better risk-adjusted returns?

SICIX currently has the higher Sharpe Ratio (2.34 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.